+14.6%
PHM vs RL
+34.3%
-19.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.5% | +2.7% | +5.1% |
| 7D | +13.6% | +5.8% | +7.8% | +10.9% |
| 30D | +19.3% | +12.7% | +6.6% | +13.2% |
| 3M | +3.5% | +9.3% | -5.9% | -0.9% |
| 6M | +18.6% | +16.9% | +1.7% | +10.5% |
| YTD | +16.7% | +17.5% | -0.8% | +7.0% |
| 1Y | +14.6% | +34.6% | -20.0% | -3.8% |
| All | +14.6% | +34.3% | -19.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling